As a mentor, I like to set explicit expectations for how much time someone should spend digging before asking for help, and I encourage others to do the same.

For an intern or new grad whose information gathering skills likely have gaps they don't even know about, I'll tell them to come check with me if they're completely blocked and haven't made progress for an hour, as it's frequently a small pointer or hint from me that can get them back on track. As they get more more knowledge about the systems and experience unblocking themselves, this grows to half a day, a day, and more from there.

The same applies even for experienced engineers who are new to the team, though the timeboxes grow much faster. There will always be little things to learn, and there's no point burning a day of chasing threads if it's some quirk in the system you just happen to not be aware of.